Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19.12.2014 | 20.63% | 0.03 | 0.04 | 170'000 | 170'000 | 170'000 | 170'000 | 7'557 | 9'257 | 98.66% | 98.66% |
18.12.2014 | 17.86% | 0.05 | 0.06 | 190'000 | 190'000 | 202'032 | 202'032 | 10'370 | 12'391 | 98.99% | 98.99% |
17.12.2014 | 28.44% | 0.03 | 0.04 | 280'000 | 280'000 | 288'132 | 288'132 | 8'703 | 11'584 | 100.00% | 100.00% |
16.12.2014 | 26.73% | 0.04 | 0.05 | 280'000 | 280'000 | 271'861 | 271'861 | 9'064 | 11'783 | 99.23% | 99.23% |
15.12.2014 | 15.48% | 0.05 | 0.06 | 240'000 | 240'000 | 248'224 | 248'224 | 14'896 | 17'378 | 98.84% | 98.84% |
12.12.2014 | 15.47% | 0.06 | 0.07 | 240'000 | 240'000 | 235'933 | 235'933 | 14'142 | 16'501 | 100.00% | 100.00% |
11.12.2014 | 12.75% | 0.08 | 0.09 | 220'000 | 220'000 | 211'836 | 211'836 | 15'650 | 17'768 | 99.63% | 99.63% |
10.12.2014 | 8.76% | 0.10 | 0.11 | 200'000 | 200'000 | 196'013 | 196'013 | 21'500 | 23'460 | 96.63% | 96.63% |
09.12.2014 | 7.55% | 0.12 | 0.13 | 190'000 | 190'000 | 185'977 | 185'977 | 23'867 | 25'726 | 99.28% | 99.28% |